+82.7%
NUE vs MAGS
+190.0%
-107.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.1% |
| 7D | -0.6% | +0.6% | -1.3% | -0.9% |
| 30D | -4.6% | +3.2% | -7.8% | -5.8% |
| 3M | -0.3% | +7.7% | -8.0% | -3.8% |
| 6M | +51.9% | +12.5% | +39.4% | +43.6% |
| YTD | +60.0% | +6.0% | +54.0% | +54.9% |
| 1Y | +82.9% | +14.4% | +68.5% | +70.8% |
| 3Y | +66.0% | +127.5% | -61.6% | +21.5% |
| All | +82.7% | +190.0% | -107.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling